Stockholm Monthly Fixed Income Report
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1 Stockholm Monthly Fixed Income Report March 211 Contents Sthlm FI Market Overview of the Stockholm fixed income market Retail Bonds Retail Bonds Total Structured Products Retail Bonds Yield Retail Bonds Price Trading figures for Retail Bonds, summary Trading figures for the Retail Bonds Structured Products submarket Trading figures for the Retail Bonds Yield submarket Trading figures for the Retail Bonds Price submarket Institutional Bonds Benchmark Bonds Trading figures for the Benchmark Bonds submarket Contacts For questions on the report, please contact For questions regarding the FI market please see for contact information
2 Monthly Stockholm FI Report - March 211 Overview Stockholm Fixed Income Market Total number of listed bonds (22-211) Turnover,, daily averages Retail Bonds Benchmark bonds Corporate bonds Retail bonds (22-211) Lottery Bonds Retail Bonds Turnover, BSEK, daily averages Benchmark Bonds (Reported) (26-211) Fixed Income Derivatives Open interest (26-211) FI Derivatives Long/Short Average daily number of contracts (26-211) FI Derivatives Long/Short Average daily number of contracts (Last 13 Months) Long Short Daily Average Long Daily Average Short Yearly Daily Average Long Yearly Daily Average Short Note: Benchmark Bonds include: Certificates, Government bonds, Inflation linked bonds, Mortgage bonds and T-bills Open Interest Includes FRA, FRA options, Government Forwards, Mortgage Forwards and T-bills Short includes FRA, FRA options, RIBA futures and t-bill contracts. Long includes mortgage and government forwards.
3 Monthly Stockholm FI Report - March 211 Retail Bonds Total Turnover, (26-211) Turnover No of trades Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) (22-211) Number of bonds outstanding as of March 211: Market Shares, Top in turnover Skandinaviska Enskilda Banken AB 26,4 22,68 Svenska Handelsbanken AB 2,93 2,48 Swedbank AB 1,73 17,64 Nordea Bank 14,91 16,97 Carnegie Investment Bank AB 1,3 8,73 Other 7,37 8, Market Shares, Top in No of trades Svenska Handelsbanken AB 26,19 26,33 Swedbank AB 24,2 2,63 Skandinaviska Enskilda Banken AB 2,9 18,9 Nordea Bank 16,33 16,97 Carnegie Investment Bank AB 6,16,7 Other 6,34 6,72
4 Monthly Stockholm FI Report - March 211 Retail Bonds Structured Products Turnover, (26-211) Turnover No of trades Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) 1 8 (22-211) Number of bonds outstanding as of March 211: Market Shares, Top in turnover Svenska Handelsbanken AB 26,24 2,79 Skandinaviska Enskilda Banken AB 24,21 21,4 Swedbank AB 16,39 18,66 Nordea Bank 1, 18,8 Carnegie Investment Bank AB 1, 9,34 Other 7,11 6,8 Market Shares, Top in No of trades Svenska Handelsbanken AB 26, 26,6 Swedbank AB 24,4 26,8 Skandinaviska Enskilda Banken AB 2,19 18,9 Nordea Bank 16,7 17,19 Carnegie Investment Bank AB 6,23,83 Other 6, 6,16
5 Monthly Stockholm FI Report - March 211 Retail Bonds Yield Turnover, (26-211) Turnover No of Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) 3 (22-211) Number of bonds outstanding as of March 211: 2 Market Shares, Top in turnover Skandinaviska Enskilda Banken AB,, Danske Bank A/S 48,77 46,38 Nordea Bank,82,11 Svenska Handelsbanken AB,41,49 Avanza Bank AB, 1,94 Other, 1,8 Market Shares, Top in No of trades Skandinaviska Enskilda Banken AB,, Danske Bank A/S 37, 4, Svenska Handelsbanken AB 6,2 3,33 Nordea Bank 6,2 1,67 Avanza Bank AB, 3,33 Other, 1,67
6 Monthly Stockholm FI Report - March 211 Retail Bonds Price Turnover, (26-211) Turnover No of trades Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) (22-211) Number of bonds outstanding as of March 211: 3 Market Shares, Top in turnover Skandinaviska Enskilda Banken AB 66,66 37,1 Svenska Handelsbanken AB 21,2 24,6 Öhman J:or Fondkommission AB, E. 3,33 7,2 Avanza Bank AB 3,33,62 SkandiaBanken AB 1,83,24 Other 3,64 2,33 Market Shares, Top in No of trades Skandinaviska Enskilda Banken AB 6,47 42,1 Avanza Bank AB 14,83 18,77 Svenska Handelsbanken AB 1,47 11,46 Nordea Bank 3,78 6, Swedbank AB 2,33 3,97 Other 8,14 16,79
7 Monthly Stockholm FI Report - March 211 Benchmark Bonds - Reported Turnover Total nominal turnover in SEK billion, daily averages (26-211) (22-211) Nominal turnover, daily averages in SEK billion Total Government Bonds Mortgage Bonds T-Bills Certificates 1,2 1,,8,6,4,2, Inflation Linked Bonds 3, 2, 2, 1, 1,,, Note: Benchmark Bonds include: Certificates, Government bonds, Inflation linked bonds, Mortgage bonds and T-bills
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